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Buckley-James-type estimation of quantile regression with recurrent gap time data

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  • Jung-Yu Cheng
  • Shinn-Jia Tzeng

Abstract

In longitudinal studies, an individual may potentially undergo a series of repeated recurrence events. The gap times, which are referred to as the times between successive recurrent events, are typically the outcome variables of interest. Various regression models have been developed in order to evaluate covariate effects on gap times based on recurrence event data. The proportional hazards model, additive hazards model, and the accelerated failure time model are all notable examples. Quantile regression is a useful alternative to the aforementioned models for survival analysis since it can provide great flexibility to assess covariate effects on the entire distribution of the gap time. In order to analyze recurrence gap time data, we must overcome the problem of the last gap time subjected to induced dependent censoring, when numbers of recurrent events exceed one time. In this paper, we adopt the Buckley-James-type estimation method in order to construct a weighted estimation equation for regression coefficients under the quantile model, and develop an iterative procedure to obtain the estimates. We use extensive simulation studies to evaluate the finite-sample performance of the proposed estimator. Finally, analysis of bladder cancer data is presented as an illustration of our proposed methodology.

Suggested Citation

  • Jung-Yu Cheng & Shinn-Jia Tzeng, 2015. "Buckley-James-type estimation of quantile regression with recurrent gap time data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(7), pages 1383-1401, July.
  • Handle: RePEc:taf:japsta:v:42:y:2015:i:7:p:1383-1401
    DOI: 10.1080/02664763.2014.999654
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